| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.524489 | -5.7215 | 0 |
| 2 | 0.104667 | 1.1418 | 0.127919 |
| 3 | 0.227126 | 2.4776 | 0.007314 |
| 4 | -0.213463 | -2.3286 | 0.010784 |
| 5 | 0.035334 | 0.3854 | 0.350297 |
| 6 | 0.221075 | 2.4116 | 0.008705 |
| 7 | -0.329754 | -3.5972 | 0.000235 |
| 8 | 0.10811 | 1.1793 | 0.120307 |
| 9 | 0.234659 | 2.5598 | 0.005862 |
| 10 | -0.357668 | -3.9017 | 7.9e-05 |
| 11 | 0.197409 | 2.1535 | 0.016649 |
| 12 | -0.02072 | -0.226 | 0.410784 |
| 13 | -0.229466 | -2.5032 | 0.006832 |
| 14 | 0.16258 | 1.7735 | 0.039349 |
| 15 | 0.017711 | 0.1932 | 0.423564 |
| 16 | -0.221626 | -2.4177 | 0.008569 |
| 17 | 0.185495 | 2.0235 | 0.02263 |
| 18 | 0.026175 | 0.2855 | 0.387864 |
| 19 | -0.212453 | -2.3176 | 0.01109 |
| 20 | 0.206529 | 2.253 | 0.013047 |
| 21 | -0.060632 | -0.6614 | 0.254812 |
| 22 | -0.189913 | -2.0717 | 0.020227 |
| 23 | 0.340743 | 3.7171 | 0.000154 |
| 24 | -0.26711 | -2.9138 | 0.002133 |
| 25 | 0.035896 | 0.3916 | 0.348033 |
| 26 | 0.184501 | 2.0127 | 0.023204 |
| 27 | -0.110308 | -1.2033 | 0.115622 |
| 28 | -0.085088 | -0.9282 | 0.17759 |
| 29 | 0.225961 | 2.4649 | 0.007565 |
| 30 | -0.249859 | -2.7256 | 0.003693 |
| 31 | 0.085112 | 0.9285 | 0.177523 |
| 32 | 0.083604 | 0.912 | 0.181802 |
| 33 | -0.156012 | -1.7019 | 0.045693 |
| 34 | 0.025893 | 0.2825 | 0.389043 |
| 35 | 0.161451 | 1.7612 | 0.040384 |
| 36 | -0.238316 | -2.5997 | 0.005256 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.524489 | -5.7215 | 0 |
| 2 | -0.235093 | -2.5646 | 0.005787 |
| 3 | 0.250603 | 2.7338 | 0.003609 |
| 4 | 0.092452 | 1.0085 | 0.157624 |
| 5 | -0.100192 | -1.093 | 0.138309 |
| 6 | 0.176541 | 1.9258 | 0.028255 |
| 7 | -0.103303 | -1.1269 | 0.131025 |
| 8 | -0.218783 | -2.3866 | 0.009289 |
| 9 | 0.230026 | 2.5093 | 0.006721 |
| 10 | 0.02669 | 0.2912 | 0.38572 |
| 11 | -0.115878 | -1.2641 | 0.104337 |
| 12 | -0.112465 | -1.2268 | 0.111151 |
| 13 | -0.149583 | -1.6318 | 0.052687 |
| 14 | -0.158821 | -1.7325 | 0.042885 |
| 15 | 0.054752 | 0.5973 | 0.275729 |
| 16 | 0.072503 | 0.7909 | 0.215283 |
| 17 | -0.073322 | -0.7998 | 0.212696 |
| 18 | 0.075731 | 0.8261 | 0.205192 |
| 19 | -0.017664 | -0.1927 | 0.423765 |
| 20 | -0.138511 | -1.511 | 0.066722 |
| 21 | 0.042132 | 0.4596 | 0.323319 |
| 22 | -0.060644 | -0.6616 | 0.254768 |
| 23 | 0.106137 | 1.1578 | 0.124629 |
| 24 | -0.088583 | -0.9663 | 0.167919 |
| 25 | -0.041899 | -0.4571 | 0.324228 |
| 26 | 0.023109 | 0.2521 | 0.400704 |
| 27 | 0.111726 | 1.2188 | 0.112667 |
| 28 | -0.059574 | -0.6499 | 0.258513 |
| 29 | -0.060385 | -0.6587 | 0.255672 |
| 30 | -0.035663 | -0.389 | 0.348971 |
| 31 | -0.048229 | -0.5261 | 0.299893 |
| 32 | -0.122712 | -1.3386 | 0.091622 |
| 33 | 0.097811 | 1.067 | 0.144068 |
| 34 | -0.078541 | -0.8568 | 0.196643 |
| 35 | 0.023709 | 0.2586 | 0.398183 |
| 36 | -0.045541 | -0.4968 | 0.310125 |
